@article{extensionofthelagrangemultipliertestfor,
  title = {Extension of the Lagrange multiplier test for error cross-section independence to large panels with non normal errors},
  author = {Zhaoyuan Li and Jianfeng Yao},
  year = {2021},
  eprint = {2103.06075},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2103.06075v1},
}